Apple - Run Keynote Presentation in a Window

You can export it as a QuickTime movie and choose the Manual Advance Playback mode. It will behave exactly as a Presentation (click to advance and so on) and you will not loose any of the effects (animations, transitions, etc).

Once you have it in Quicktime then you can just present it in a window. Make sure you select Full Quality so you get the best possible movie out.

The latest update of keynote allow you to do play the presentation in a window. Upgrade your keynote to 10.1 and simply play your slideshow via play-> play slideshow in screen.

10.1Jul 9, 2020 • Use the new “Play Slideshow in Window” option to have access to other applications while presenting locally or via video conferencing.